Investment Risks and the Solvency Margin - Proceedings AFIR 2000 - Tromsø, Norway
نویسنده
چکیده
Many statutory solvency requirements, e.g. the system prescribed by the EU, do not take into account the distribution of the investments. In practice, however, an adequate solvency margin of an insurance company depends strongly on the investment portfolio. This paper describes how the sufficient level of the solvency margin can be estimated. In this, only the margin depending on the company’s investments is dealt with and the margin for the insurance risk is not included.
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